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~isPartOf:"The journal of futures markets"
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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The journal of futures markets
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798
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1
Hedging against price index inflation with futures contracts
Herbst, Anthony F.
- In:
The journal of futures markets
5
(
1985
)
4
,
pp. 489-504
Persistent link: https://www.econbiz.de/10001128544
Saved in:
2
Investor attention and macroeconomic news announcements : evidence from stock index futures
Chen, Jing
;
Liu, Yu-jane
;
Luo, Lei
;
Tang, Ya
- In:
The journal of futures markets
36
(
2016
)
3
,
pp. 240-266
Persistent link: https://www.econbiz.de/10011568206
Saved in:
3
A multicommodity model of futures prices : using futures prices of one commodity to estimate the stochastic process of another
Cortazar, Gonzalo
;
Milla, Carlos
;
Severino, Felipe
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 537-560
Persistent link: https://www.econbiz.de/10003715005
Saved in:
4
An analysis of the failed muncipal bond and note futures contracts
Cusatis, Patrick James
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 656-679
Persistent link: https://www.econbiz.de/10003715118
Saved in:
5
A test of the Samuelson hypothesis using realized range
Kalev, Petko S.
;
Huu Nhan Duong
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 680-696
Persistent link: https://www.econbiz.de/10003715120
Saved in:
6
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
7
Interdealer inference and price discovery
Huang, Tzu-man
;
Locke, Peter R.
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10003647689
Saved in:
8
Value at risk and conditional extreme value theory via Markov regime switching models
Samuel, Yau Man Ze-To
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 155-181
Persistent link: https://www.econbiz.de/10003647707
Saved in:
9
The specification of GARCH models with stochastic covariates
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
Saved in:
10
Realized volatility and correlation in energy futures markets
Wang, T'ao
;
Wu, Jingtao
;
Yang, Jian
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 993-1011
Persistent link: https://www.econbiz.de/10003769949
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